Portfolio Management case studies, worked step by step
- Cases
- 100
- Traced to a firm
- 50
- Topics
- 13
- Hard
- 30
Topic
All topicsStock pitch and thesis defence11Fixed income, credit and LDI11Strategic and tactical allocation7Factor investing and quant6Company analysis and valuation7Performance evaluation and manager selection7Client mandates and IPS8Risk management and limit breaches8Rebalancing, implementation and costs7Real assets and private markets8Portfolio construction and optimisation7Macro and multi-asset scenarios7Asset management business and products6
Showing 1–4 of 4 · filtered from 100Clear filters
- 049A private credit fund is asked for a Rs 480 crore unitranche at 12% with 5% annual amortisation to a cold chain business with EBITDA of Rs 120 crore growing 10%. Build three years of cash flow available for debt service, debt service cover and leverage, and decide.HPS Investment PartnersLondon · 2025HPS Investment PartnersLondon · 2025
- 064A gilt fund expects the 2s10s curve to steepen. Size a DV01-neutral steepener that buys Rs 100 crore of 2-year bonds (duration 1.87) against 10-year bonds (duration 7.0), and work out the P&L if the 2-year falls 20 basis points and the 10-year rises 20.Fixed income
- 075An institution weighs a private credit fund yielding 13% gross, with 1.5% annual losses, a 1.5% fee and 10% carry over an 8% hurdle, locked for five years, against listed high yield at 9.5% with 1.2% losses and 0.6% fees. Compare net returns and say whether the illiquidity premium is being paid.Private creditInstitutional asset management
- 097A pension scheme has liabilities of Rs 1,200 crore with a duration of 14 and assets of Rs 1,000 crore with a duration of 5. What happens to the deficit if rates fall 100 basis points, and how much DV01 must be added to hedge half the liability rate risk?Pension and endowment investingFixed income
Company names and figures are illustrative.